Tricky was released as the b-side of Ice Cream Castles, the first single from The Time's third album, Ice Cream Castle. It was also included on some versions of the album's third single, Jungle Love. Tricky was written by Prince, but credited to Morris Day. It was co-produced by Morris Day and Prince under the name The Starr Company.
Basic tracking took place on 12 January 1984 at Sunset Sound in Hollywood, California (as un unnamed track initially), during sessions that yielded material for the Ice Cream Castle album. The bass and drum parts were very similar to another jam that Prince recorded with Morris Day on drums, Cloreen Bacon Skin, which was tracked in March 1983 but released in 1998, and with which it even shares some lyrics.